Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.687 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51546.41 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48347.35 Kr¶

PnL: ---------------------------------------> -740.22 Kr¶

DD now: ---------------------------------> -0.766 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:55:04.300333'

Anic Portfolio¶

Today¶

Return: -0.679 %¶

This Week¶

Return: 8.457 %¶

Total¶

Return: 68.75 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.840000 767.600000 94.600000 14.060000 673.000000
Nordea Bank Abp 29 -0.330000 3523.500000 69.500000 2.010000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.140000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Swedbank A 3 2.590000 606.300000 42.300000 7.500000 564.000000
AcadeMedia 12 0.280000 596.160000 39.160000 7.030000 557.000004
Resurs Holding 22 0.510000 612.040000 38.040000 6.630000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.180000 382.400000 27.400000 7.720000 355.000000
Fasadgruppen Group 38 1.290000 4164.800000 23.800000 0.570000 4140.999992
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.780000 543.600000 16.600000 3.150000 527.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 246.960000 0.960000 0.390000 246.000000
Securitas B 6 -1.450000 570.720000 0.720000 0.130000 570.000000
Handelsbanken A 5 0.550000 546.250000 0.250000 0.050000 546.000000
Corem Property Group B 59 -0.810000 576.730000 -0.270000 -0.050000 576.999999
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -1.050000 544.200000 -29.800000 -5.190000 574.000000
CTEK 13 -1.590000 498.420000 -35.580000 -6.660000 533.999999
Boozt 12 -1.680000 1617.600000 -36.400000 -2.200000 1653.999996
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.410000 554.040000 -58.960000 -9.620000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.370000 1775.400000 -213.600000 -10.740000 1989.000002
Axfood 15 -0.220000 4036.500000 -263.500000 -6.130000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48347.350000 -740.220000 -0.76615% 49087.564636

Updated:¶

'2023-01-31 13:55:18.011441'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶